| Analyzing oil futures with a dynamic Nelson‐Siegel model NS GrØnborg, A Lunde Journal of Futures Markets 36 (2), 153-173, 2016 | 29 | 2016 |
| Picking funds with confidence NS Grønborg, A Lunde, A Timmermann, R Wermers Journal of Financial Economics 139 (1), 1-28, 2021 | 22 | 2021 |
| Asset pricing and FOMC press conferences S Bodilsen, JN Eriksen, NS Grønborg Journal of Banking & Finance 128, 106163, 2021 | 21* | 2021 |
| Analyzing oil futures with a dynamic Nelson-Siegel model NS Hansen, A Lunde | 10 | 2013 |
| Mutual fund selection for realistically short samples C Christiansen, NS Grønborg, OL Nielsen Journal of Empirical Finance 55, 218-240, 2020 | 6 | 2020 |
| Realizing correlations across asset classes NS Grønborg, A Lunde, KV Olesen, H Vander Elst Journal of Financial Markets 59, 100729, 2022 | 3 | 2022 |
| Picking funds with confidence N Groenborg, A Lunde, A Timmermann, R Wermers CEPR Discussion Paper No. DP11896, 2017 | 3 | 2017 |
| Quiet, the dog is barking: Evidence of predictability from frequency-specific components N Groenborg Available at SSRN 3971563, 2021 | | 2021 |
| Time-varying parameters: New test tailored to applications in finance and macroeconomics R Davidson, NS Grønborg CREATES Research Papers, 2018 | | 2018 |
| Picking Funds with Confidence A Timmermann, A Lunde, N Groenborg, R Wermers CEPR Discussion Papers, 2017 | | 2017 |
| MARKET BETAS AND FOMC ANNOUNCEMENTS S Bodilsen, JN Eriksen, NS Grønborg In the spring 2018, I had the pleasure of visiting Professor Ingmar Nolte at …, 0 | | |
| HEDGE FUND SELECTION: BEST ATHLETES OR PORTFOLIO GAINS? NS Grønborg, J Joenväärä, OL Nielsen, A Timmermann Finally, I would like to thank my family-Jette, Tonny, and Rikke-and my …, 0 | | |
Asger LundePartner, Copenhagen EconomicsVerified email at copenhageneconomics.com
